| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 53.73% | 187.39% |
| Max Drawdown | -40.05% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 22.25 | 4.03 |
| Outlier Loss Ratio | 3.86 | 4.0 |
| Volatility (ann.) | 15.56% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.34 | 0.55 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 33.69 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.55% |
| Expected Yearly % | 11.35% | 30.2% |
| Kelly Criterion | 2.52% | 2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11397025:BTCUSD | 11397025:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -24.67 | 0.44 | + |
| 2023 | 155.54 | 38.53 | 0.25 | - |
| 2024 | 121.00 | 19.29 | 0.16 | - |
| 2025 | 16.76 | 23.49 | 1.40 | + |
| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.36% | 31.46% |
| 6M | 25.5% | 12.77% |
| YTD | 23.49% | 16.76% |
| 1Y | 17.33% | 56.84% |
| 3Y (ann.) | 25.06% | 55.31% |
| 5Y (ann.) | 13.65% | 36.89% |
| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| Max Drawdown | -40.05% | -67.18% |
| Longest DD Days | 634.0 | 683.0 |
| Avg. Drawdown | -5.01% | -6.61% |
| Avg. Drawdown Days | 41.0 | 33.0 |
| Recovery Factor | 1.34 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-11-15 | -40.05 | 634 |
| 2024-06-05 | 2025-03-02 | -29.81 | 269 |
| 2024-01-13 | 2024-03-25 | -9.87 | 72 |
| 2025-03-13 | 2025-05-06 | -9.43 | 54 |
| 2024-04-04 | 2024-05-03 | -7.50 | 29 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2023-11-16 | 2023-11-24 | -5.63 | 8 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2023-12-28 | 2024-01-01 | -3.84 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 12.52% | 43.77% |
| Worst Month | -12.9% | -37.12% |
| Best Year | 38.53% | 155.54% |
| Worst Year | -24.67% | -56.42% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 3.72% | 5.82% |
| Avg. Down Week | -3.37% | -5.12% |
| Avg. Up Month | 5.3% | 12.57% |
| Avg. Down Month | -6.69% | -14.29% |
| Win Days % | 50.18% | 51.28% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 57.45% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |